An objective space cut and bound algorithm for convex multiplicative programmes

作者：Shao Lizhen^*; Ehrgott Matthias

来源：Journal of Global Optimization, 2014, 58(4): 711-728.

DOI：10.1007/s10898-013-0102-x

• Convex multiplicative programming
• Convex multi-objective optimisation
• Approximation algorithm
• Nondominated point

Multiplicative programming problems are global optimisation problems known to be NP-hard. In this paper we propose an objective space cut and bound algorithm for approximately solving convex multiplicative programming problems. This method is based on an objective space approximation algorithm for convex multi-objective programming problems. We show that this multi-objective optimisation algorithm can be changed into a cut and bound algorithm to solve convex multiplicative programming problems. We use an illustrative example to demonstrate the working of the algorithm. Computational experiments illustrate the superior performance of our algorithm compared to other methods from the literature.

• 出版日期2014-4